Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

Journal Article

Full Text

Duke Authors

Cited Authors

  • Bollerslev, T

Published Date

  • August 1990

Published In

Volume / Issue

  • 72 / 3

Start / End Page

  • 498 - 498

Published By

International Standard Serial Number (ISSN)

  • 0034-6535

Digital Object Identifier (DOI)

  • 10.2307/2109358